Anic Equity¶

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Total return since start: 0.619 %¶

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Equity now: -----------------------------> 49461.39 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43462.02 Kr¶

PnL: ---------------------------------------> -1413.56 Kr¶

DD now: ---------------------------------> -6.888 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 15:04:55.339070'

Anic Portfolio¶

Today¶

Return: -0.234 %¶

This Week¶

Return: -2.542 %¶

Total portfolio value¶

Return including deposits: 61.924 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.100000 1516.190000 93.190000 6.550000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Eastnine 6 0.550000 660.000000 3.000000 0.460000 657.000000
Hennes & Mauritz B 6 -1.090000 915.000000 3.000000 0.330000 912.000000
ASSA ABLOY B 4 -0.490000 984.000000 -9.000000 -0.910000 993.000000
Profoto Holding 7 -2.150000 572.600000 -9.400000 -1.620000 581.999999
Atrium Ljungberg B 5 -0.220000 892.000000 -12.000000 -1.330000 904.000000
Creaspac SPAC 40 0.210000 3820.000000 -14.000000 -0.370000 3834.000000
JM 7 -0.450000 935.900000 -14.100000 -1.480000 950.000002
BioGaia B 8 1.090000 889.600000 -14.400000 -1.590000 904.000000
AcadeMedia 20 -0.740000 962.800000 -15.200000 -1.550000 978.000000
Biotage 1 -5.920000 133.600000 -15.400000 -10.340000 149.000000
OX2 12 -1.590000 892.200000 -16.800000 -1.850000 909.000000
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
Vitrolife 3 -0.270000 655.200000 -21.800000 -3.220000 677.000001
Bufab 3 -0.790000 1051.200000 -24.800000 -2.300000 1076.000001
Latour B 4 -1.980000 831.200000 -24.800000 -2.900000 856.000000
Addnode Group B 7 -0.870000 879.900000 -25.100000 -2.770000 904.999998
Investor B 3 -0.780000 632.700000 -25.300000 -3.840000 657.999999
Vitec Software Group B 2 -2.440000 1078.000000 -26.000000 -2.360000 1104.000000
Hexatronic Group 15 -0.460000 1039.800000 -31.200000 -2.910000 1071.000000
Sandvik 4 -0.240000 816.400000 -31.600000 -3.730000 848.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Sagax B 4 -2.170000 849.200000 -35.800000 -4.050000 885.000000
Alimak Group 12 -0.120000 970.800000 -36.200000 -3.590000 1007.000004
Byggmax Group 33 -1.060000 925.980000 -41.020000 -4.240000 966.999990
SKF B 5 -1.110000 938.000000 -42.000000 -4.290000 980.000000
EQT 4 -2.640000 826.800000 -46.200000 -5.290000 873.000000
INVISIO 15 -0.840000 3525.000000 -47.000000 -1.320000 3571.999995
Catena 2 -0.740000 750.800000 -55.200000 -6.850000 806.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
HEXPOL B 8 -5.100000 893.600000 -63.400000 -6.620000 957.000000
Orrön Energy 170 -3.970000 1972.850000 -73.150000 -3.580000 2045.999980
Hexagon B 26 -1.650000 3328.000000 -92.000000 -2.690000 3420.000012
VEF 788 -0.960000 1795.060000 -107.940000 -5.670000 1903.000300
Sedana Medical 93 0.360000 2574.240000 -409.340000 -13.720000 2983.577733
TOTAL 43462.020000 -1413.560000 -6.88806% 44875.578016

Updated:¶

'2023-06-21 15:05:11.585694'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶